+44.4%
TSEM vs BB
+325.9%
-281.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.9% |
| 7D | -9.5% | +11.6% | -21.1% | -11.3% |
| 30D | -35.5% | +2.6% | -38.0% | -35.7% |
| 3M | -41.6% | +3.5% | -45.1% | -42.1% |
| 6M | -30.1% | +43.5% | -73.5% | -35.3% |
| YTD | +25.7% | +141.2% | -115.5% | +4.7% |
| 1Y | +50.5% | +97.4% | -46.9% | +29.7% |
| 3Y | +501.7% | +151.1% | +350.6% | +376.5% |
| 5Y | +310.9% | -12.8% | +323.7% | +275.7% |
| 10Y | +849.8% | +27.5% | +822.3% | +573.2% |
| All | +44.4% | +325.9% | -281.5% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling